UBS Call 27 VNA 17.06.2024
/ CH1285186107
UBS Call 27 VNA 17.06.2024/ CH1285186107 /
2024-06-05 9:35:31 PM |
Chg.+0.080 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
2.660EUR |
+3.10% |
- Bid Size: - |
- Ask Size: - |
VONOVIA SE NA O.N. |
27.00 EUR |
2024-06-17 |
Call |
Master data
WKN: |
UL8SEM |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
VONOVIA SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
27.00 EUR |
Maturity: |
2024-06-17 |
Issue date: |
2023-09-14 |
Last trading day: |
2024-06-14 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
11.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.51 |
Intrinsic value: |
2.39 |
Implied volatility: |
0.44 |
Historic volatility: |
0.36 |
Parity: |
2.39 |
Time value: |
0.19 |
Break-even: |
29.58 |
Moneyness: |
1.09 |
Premium: |
0.01 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.87 |
Theta: |
-0.02 |
Omega: |
9.91 |
Rho: |
0.01 |
Quote data
Open: |
2.650 |
High: |
3.050 |
Low: |
2.420 |
Previous Close: |
2.580 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+72.73% |
1 Month |
|
|
+68.35% |
3 Months |
|
|
+95.59% |
YTD |
|
|
-31.27% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.660 |
1.540 |
1M High / 1M Low: |
3.240 |
1.410 |
6M High / 6M Low: |
3.940 |
0.440 |
High (YTD): |
2024-01-31 |
3.570 |
Low (YTD): |
2024-04-17 |
0.440 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.180 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.050 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.036 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
339.78% |
Volatility 6M: |
|
267.30% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |